portfolio selection造句
1 Harry Markowitz presented the portfolio selection theory in 1952.
2 In portfolio selection model based on dependent-chance programming, we maximize the probability of the event that the total return rate is not smaller than a predetermined value.
3 An optimal portfolio selection problem in the fixed consumption style is investigated under the mean - variance framework.
4 The author also considered the optimum portfolio selection problem with risk-free assets and gave a instance to show how to solve the problem.
5 This paper is concerned with a continuous-time mean-variance portfolio selection model in international securities markets that is formulated as a bi-criteria optimization problem.
6 Finally, the paper emphasizes the application of portfolio selection theory to compound arbitrage and give a example which is solved by projection algorithm.
7 A portfolio selection model with transaction costs under the constraint of higher moments such as skewness and kurtosis was discussed.
8 In chap - ter 2,3. We study portfolio selection strategy to base on the safety first criteria.
9 The efficient boundary of the portfolio selection is the key to determine the optimal investment structure.
10 The portfolio selection with superior assets on restriction of the borrowing rate is discussed.
11 In this paper, the effects of benchmark portfolio on portfolio selection and asset pricing are analyzed.
12 In this paper ,[www.] the author chiefly adopt the method of interval number linear programming to study the portfolio selection problem under uncertain states .
13 The monoline insurer found itself both and acting as the portfolio selection agent for Abacus 2007 - AC 1 .
14 In this paper, we study a minimax problem for portfolio selection with transaction costs in the case of no short sales of assets and no borrowing or lending.
15 An algorithm based on inverse matrix for mean variance portfolio selection model is proposed.